-27.2%
KWEB vs SHAK
-34.0%
+6.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -1.0% | -0.7% | -0.3% | -1.0% |
| 30D | -8.7% | -6.6% | -2.1% | -8.2% |
| 3M | -4.0% | +30.1% | -34.0% | -7.0% |
| 6M | -13.1% | -28.7% | +15.6% | -10.3% |
| YTD | -23.5% | -14.5% | -9.0% | -23.3% |
| 1Y | -27.2% | -31.9% | +4.7% | -23.8% |
| All | -27.2% | -34.0% | +6.9% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling